-66.7%
BBWI vs BB
-27.1%
-39.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.7% |
| 7D | +1.6% | +0.5% | +1.0% | +1.4% |
| 30D | -6.2% | -12.4% | +6.1% | -3.5% |
| 3M | +4.3% | -15.3% | +19.6% | +6.4% |
| 6M | -7.2% | +128.8% | -135.9% | -28.5% |
| YTD | -3.0% | +107.7% | -110.7% | -23.4% |
| 1Y | -30.8% | +103.9% | -134.6% | -45.7% |
| 3Y | -43.4% | +72.6% | -116.0% | -56.8% |
| 5Y | -66.7% | -24.3% | -42.5% | -70.2% |
| All | -66.7% | -27.1% | -39.7% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling